Matches in SemOpenAlex for { <https://semopenalex.org/work/W2784156774> ?p ?o ?g. }
- W2784156774 abstract "(Under the direction of Octavio Ramirez) ABSTRACT This study evaluates the efficiency gains in forecasting three commodity prices (live cattle, coffee and cotton) using different ARMA models with varying levels of temporal aggregations (weekly, monthly, quarterly and annually). More specifically, it evaluates whether the disaggregated models can produce more accurate aggregated price predictions than the corresponding aggregated models. The commodity prices were adjusted using the Consumer Price Index (CPI). Likewise, they had a nonstationary behavior and heteroskedasticity issues; therefore they were subject to detrending and transformations using GLS. Under the three different scenarios, disaggregation levels effectively provided an efficiency gain in forecasting, and the best models were the weekly models. The same behavior was consistent across all possible levels of aggregations, i.e. monthly models had a better performance than quarterly and annual models in forecasting quarterly and annual prices." @default.
- W2784156774 created "2018-01-26" @default.
- W2784156774 creator A5004103090 @default.
- W2784156774 creator A5079463669 @default.
- W2784156774 date "2012-08-01" @default.
- W2784156774 modified "2023-09-26" @default.
- W2784156774 title "Analysis of efficiency gains in commodity price forecasting using ARMA models with varying levels of data aggregation" @default.
- W2784156774 cites W1493162665 @default.
- W2784156774 cites W1557275805 @default.
- W2784156774 cites W1629040618 @default.
- W2784156774 cites W1969462010 @default.
- W2784156774 cites W1975994995 @default.
- W2784156774 cites W1976753086 @default.
- W2784156774 cites W1980305280 @default.
- W2784156774 cites W1990981316 @default.
- W2784156774 cites W1995846165 @default.
- W2784156774 cites W1998812541 @default.
- W2784156774 cites W2010133190 @default.
- W2784156774 cites W2012533076 @default.
- W2784156774 cites W2015236780 @default.
- W2784156774 cites W2015635946 @default.
- W2784156774 cites W2016287239 @default.
- W2784156774 cites W2016871920 @default.
- W2784156774 cites W2022885288 @default.
- W2784156774 cites W2023553163 @default.
- W2784156774 cites W2040412824 @default.
- W2784156774 cites W2046180407 @default.
- W2784156774 cites W2058815839 @default.
- W2784156774 cites W2061662388 @default.
- W2784156774 cites W2061903904 @default.
- W2784156774 cites W2067150672 @default.
- W2784156774 cites W2070205301 @default.
- W2784156774 cites W2089202673 @default.
- W2784156774 cites W2091653831 @default.
- W2784156774 cites W2093230975 @default.
- W2784156774 cites W2097580026 @default.
- W2784156774 cites W2099549553 @default.
- W2784156774 cites W2108818539 @default.
- W2784156774 cites W2116499073 @default.
- W2784156774 cites W2126610602 @default.
- W2784156774 cites W2314565568 @default.
- W2784156774 cites W2329346218 @default.
- W2784156774 cites W2486801256 @default.
- W2784156774 cites W2732998557 @default.
- W2784156774 cites W2797652052 @default.
- W2784156774 cites W3021988370 @default.
- W2784156774 cites W3123704820 @default.
- W2784156774 hasPublicationYear "2012" @default.
- W2784156774 type Work @default.
- W2784156774 sameAs 2784156774 @default.
- W2784156774 citedByCount "0" @default.
- W2784156774 crossrefType "dissertation" @default.
- W2784156774 hasAuthorship W2784156774A5004103090 @default.
- W2784156774 hasAuthorship W2784156774A5079463669 @default.
- W2784156774 hasConcept C101104100 @default.
- W2784156774 hasConcept C136764020 @default.
- W2784156774 hasConcept C149782125 @default.
- W2784156774 hasConcept C159877910 @default.
- W2784156774 hasConcept C162324750 @default.
- W2784156774 hasConcept C2777382242 @default.
- W2784156774 hasConcept C2779439359 @default.
- W2784156774 hasConcept C34447519 @default.
- W2784156774 hasConcept C41008148 @default.
- W2784156774 hasConcept C74883015 @default.
- W2784156774 hasConceptScore W2784156774C101104100 @default.
- W2784156774 hasConceptScore W2784156774C136764020 @default.
- W2784156774 hasConceptScore W2784156774C149782125 @default.
- W2784156774 hasConceptScore W2784156774C159877910 @default.
- W2784156774 hasConceptScore W2784156774C162324750 @default.
- W2784156774 hasConceptScore W2784156774C2777382242 @default.
- W2784156774 hasConceptScore W2784156774C2779439359 @default.
- W2784156774 hasConceptScore W2784156774C34447519 @default.
- W2784156774 hasConceptScore W2784156774C41008148 @default.
- W2784156774 hasConceptScore W2784156774C74883015 @default.
- W2784156774 hasLocation W27841567741 @default.
- W2784156774 hasOpenAccess W2784156774 @default.
- W2784156774 hasPrimaryLocation W27841567741 @default.
- W2784156774 hasRelatedWork W1495173385 @default.
- W2784156774 hasRelatedWork W1572230791 @default.
- W2784156774 hasRelatedWork W1608861317 @default.
- W2784156774 hasRelatedWork W185455334 @default.
- W2784156774 hasRelatedWork W2114754400 @default.
- W2784156774 hasRelatedWork W2275285122 @default.
- W2784156774 hasRelatedWork W2343208339 @default.
- W2784156774 hasRelatedWork W2791205062 @default.
- W2784156774 hasRelatedWork W2938951359 @default.
- W2784156774 hasRelatedWork W2975344981 @default.
- W2784156774 hasRelatedWork W2998051629 @default.
- W2784156774 hasRelatedWork W3000215093 @default.
- W2784156774 hasRelatedWork W3123487525 @default.
- W2784156774 hasRelatedWork W3125336375 @default.
- W2784156774 hasRelatedWork W3125528070 @default.
- W2784156774 hasRelatedWork W3125614253 @default.
- W2784156774 hasRelatedWork W3126088054 @default.
- W2784156774 hasRelatedWork W2185111414 @default.
- W2784156774 hasRelatedWork W2853792631 @default.
- W2784156774 hasRelatedWork W3116614554 @default.
- W2784156774 isParatext "false" @default.
- W2784156774 isRetracted "false" @default.
- W2784156774 magId "2784156774" @default.